+218.3%
C vs CRL
+358.0%
-139.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -0.4% | +5.0% | -5.5% | -2.2% |
| 30D | -5.3% | +13.5% | -18.9% | -9.9% |
| 3M | -8.0% | +21.5% | -29.5% | -14.9% |
| 6M | -0.3% | +103.4% | -103.7% | -24.0% |
| YTD | +8.6% | +71.8% | -63.1% | -13.1% |
| 1Y | +25.8% | +97.5% | -71.7% | -4.4% |
| 3Y | +221.2% | +99.2% | +121.9% | +124.5% |
| 5Y | +113.6% | -12.1% | +125.7% | +104.8% |
| 10Y | +218.3% | +359.2% | -140.9% | +34.7% |
| All | +218.3% | +358.0% | -139.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling